June 18, 2020 Python Q&A
Topics covered in this session include: Working around diff() function not working Formulas for Streak Calculation Trendiness.py
Topics covered in this session include: Working around diff() function not working Formulas for Streak Calculation Trendiness.py
Topics covered in this session include: Setting up Trend Streak calculations Issue with diff() function not properly working with boolean series
Topics covered in this session include: Integrate forward tester into the RiskOn/RiskOff settings loop Evaluation of results RiskOnOff_loop_fwdTest.py
Topics covered in this session include: Integrate forward tester into the RiskOn/RiskOff settings loop RiskOnOff_loop_fwdTest.py (not fully working, yet)
Topics covered in this session include: Added metrics to forward window testing Visualize realized forward window testing with histograms and metrics in title Began modifications to the risk on/off tool characterization loop program. QuickBkTest.py
Topics covered in this session include: Forward looking risk/reward range tool for quickly determining edge How to iteratively walk forward window testing across multiple assets Visualize realized risk and reward as histograms for every day in a time series. QuickBkTest.py
Topics covered in this session include: Continued development on the Risk on / Risk off tool Colorized visualization of the risk on and risk off indicator Added a function to loop over two variables to optimize indicator RiskOnOff.py RiskOnOff_loop.py
Topics covered in this session include: Continued development on the Risk on / Risk off tool Introduction and application of the <dataframe>.apply() function Visualization of filter and equity curve together RiskOnOff.py
Topics covered in this session include: Extend Risk on / Risk off tool Rolling Correlation between unlimited number of assets Histogram of each rolling correlation with descriptive title RiskOnOff.py
Topics covered in this session include: Continued work on Risk on / Risk off tool Preparing and merging two dataframes Rolling Correlation between 2 assets Histogram of rolling correlation RiskOnOff.py
Topics covered in this session include: Overview of new Risk on / Risk off tool Described the processes of how I think about writing code Implemented a function and dictionary structure to simplify reading multiple symbols into a program RiskOnOff.py
Topics covered in this session include: Review of the Google authentication process Writing Google sheets using df2gspread Example of FinViz web scan data pushed into Google sheets FinVizTest_df2gspread
Topics Covered in this Session: Using Python to investigate Ethereum Crypto Currency Rank of range candles using .rank() How to quickly find the dates for the top and bottom 2% of the range candles Can Python be used for for the Ethereum Platform? Error using .shift(1) in a loop Using Python to connect to Goggle …
Do you find deploying a strategy challenging? I do. This may be because I have to accept the strategy as it is today, not the perfect, pristine baby first imagined. These last couple of weeks I have spent working on both SSJ and SSK to get them prepared for release. After trading the SSJ live …
Many thanks to Bruce Bitner for sharing highlights from his personal trading journal from the past week. I hope you gain insights about what it’s like to explore edges and develop trading strategies. Enjoy!-Andrew Falde I’ve read that sharing your trading journal was a good thing but have resisted…. until now. I will apologize up …
Have you ever quit a strategy only to see the next trade win? I have. As humans and traders, most of us will feel less satisfaction from a winning trade than we feel dissatisfaction from a similar sized loss. This is the well discussed concept of loss aversion, also known as Prospect Theory, introduced by …